E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 15-Dec-2008

Day Change Summary
	Previous	Current
	12-Dec-2008	15-Dec-2008	Change	Change %	Previous Week
Open	873.00	883.50	10.50	1.2%	872.25
High	887.25	894.00	6.75	0.8%	919.25
Low	829.00	857.25	28.25	3.4%	829.00
Close	886.00	873.25	-12.75	-1.4%	886.00
Range	58.25	36.75	-21.50	-36.9%	90.25
ATR	52.06	50.96	-1.09	-2.1%	0.00
Volume	1,700,088	1,220,089	-479,999	-28.2%	12,779,217

Daily Pivots for day following 15-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	985.00	966.00	893.50
R3	948.25	929.25	883.25
R2	911.50	911.50	880.00
R1	892.50	892.50	876.50	883.50
PP	874.75	874.75	874.75	870.50
S1	855.75	855.75	870.00	847.00
S2	838.00	838.00	866.50
S3	801.25	819.00	863.25
S4	764.50	782.25	853.00

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,148.75	1,107.75	935.75
R3	1,058.50	1,017.50	910.75
R2	968.25	968.25	902.50
R1	927.25	927.25	894.25	947.75
PP	878.00	878.00	878.00	888.50
S1	837.00	837.00	877.75	857.50
S2	787.75	787.75	869.50
S3	697.50	746.75	861.25
S4	607.25	656.50	836.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	916.25	829.00	87.25	10.0%	37.50	4.3%	51%	False	False	2,155,560
10	919.25	813.00	106.25	12.2%	43.00	4.9%	57%	False	False	2,603,861
20	919.25	739.00	180.25	20.6%	50.00	5.7%	74%	False	False	2,863,237
40	1,008.50	739.00	269.50	30.9%	55.50	6.4%	50%	False	False	2,937,577
60	1,250.25	739.00	511.25	58.5%	61.25	7.0%	26%	False	False	3,176,081
80	1,305.25	739.00	566.25	64.8%	55.50	6.3%	24%	False	False	2,699,347
100	1,315.25	739.00	576.25	66.0%	48.75	5.6%	23%	False	False	2,160,217
120	1,315.25	739.00	576.25	66.0%	45.25	5.2%	23%	False	False	1,800,823

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,050.25
2.618	990.25
1.618	953.50
1.000	930.75
0.618	916.75
HIGH	894.00
0.618	880.00
0.500	875.50
0.382	871.25
LOW	857.25
0.618	834.50
1.000	820.50
1.618	797.75
2.618	761.00
4.250	701.00

Fisher Pivots for day following 15-Dec-2008
Pivot	1 day	3 day
R1	875.50	871.25
PP	874.75	869.00
S1	874.00	867.00

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These figures are updated between 7pm and 10pm EST after a trading day.

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